We consider the problem of detecting associations between random vectors of any dimension. Few tests of independence exist that are consistent against all dependent alternatives. We propose a powerful test that is applicable in all dimensions and consistent against all alternatives. The test has...

We consider the problem of identifying whether findings replicate from one study of high dimension to another, when the primary study guides the selection of hypotheses to be examined in the follow-up study as well as when there is no division of roles into the primary and the follow-up study....